Screening Filters
Exchanges: XNYS, XNAS, XASE
- Purpose: Limit results to U.S.-listed stocks.
- Rationale:
- XNYS = NYSE, XNAS = NASDAQ, XASE = NYSE American.
- These are the major U.S. exchanges, so this directly addresses your request to focus on “US stocks,” ensuring we’re not pulling in foreign primary listings.
Index Component: GSPC (S&P 500)
- Purpose: Focus on large, established U.S. companies.
- Rationale:
- GSPC is the S&P 500 index, made up of 500 of the largest and most widely followed U.S. companies.
- Within all U.S. stocks, this narrows the universe to more liquid, better-known names, which are generally more suitable for analysis and often for long-term investing.
Moving Average Relationship: PriceAboveMA200
- Purpose: Select stocks in a longer-term uptrend or at least not in a prolonged downtrend.
- Rationale:
- The 200-day moving average is a common technical indicator of long-term trend.
- Requiring price above the 200-day MA biases the list toward stocks with positive or recovering momentum, filtering out many that are in sustained declines.
Net Margin: min 15%
- Purpose: Ensure companies are solidly profitable.
- Rationale:
- Net margin (net income ÷ revenue) of at least 15% is relatively high, indicating strong pricing power, cost control, and business quality.
- This removes low-margin or marginally profitable U.S. companies from the S&P 500 universe.
Revenue 5-Year CAGR: min 10%
- Purpose: Focus on companies with consistent revenue growth.
- Rationale:
- A 5-year compound annual growth rate in revenue of at least 10% screens for businesses that are not only profitable but also growing at a meaningful pace.
- Among U.S. large caps, this emphasizes more dynamic, expanding companies rather than slow or no-growth names.
P/E (TTM): min 10, max 25
- Purpose: Avoid both extremely cheap (possibly distressed) and extremely expensive (possibly overhyped) stocks.
- Rationale:
- A lower bound of 10 filters out some very low P/Es that can signal high risk, one-offs, or poor market confidence.
- An upper bound of 25 avoids very high valuations that may embed aggressive expectations.
- As a range, it aims for “reasonable” valuations among profitable, growing U.S. companies.
Why Results Match Your Request
- You asked for U.S. stocks:
- The exchange filters (XNYS, XNAS, XASE) and S&P 500 component filter (GSPC) ensure all securities are major U.S.-listed, large-cap companies.
- The additional filters refine that U.S. universe toward:
- Stocks in a healthy technical trend (price above 200-day MA),
- With strong profitability (net margin ≥ 15%),
- Sustained growth (5-year revenue CAGR ≥ 10%), and
- Moderate valuations (P/E 10–25),
yielding a focused list of higher-quality U.S. stocks rather than the entire, very broad U.S. market.
This list is generated based on data from one or more third party data providers. It is provided for informational purposes only by Intellectia.AI, and is not investment advice or a recommendation. Intellectia does not make any warranty or guarantee relating to the accuracy, timeliness or completeness of any third-party information, and the provision of this information does not constitute a recommendation.